-46.7%
TOST vs LYFT
-70.5%
+23.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +0.9% | -0.9% |
| 7D | -0.9% | -3.2% | +2.3% | +0.2% |
| 30D | -3.5% | -7.0% | +3.5% | -1.1% |
| 3M | +38.1% | +15.8% | +22.3% | +30.5% |
| 6M | +9.9% | +22.6% | -12.7% | +1.4% |
| YTD | -6.3% | -16.2% | +9.9% | -1.7% |
| 1Y | -18.3% | -8.3% | -10.0% | -18.6% |
| 3Y | +59.7% | +50.1% | +9.6% | +17.2% |
| All | -46.7% | -70.5% | +23.7% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded LYFT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling